Are you aware with your jsfiddle example, that $.cookie is not a function?
I suspect that you’re going to need an additional plugin for that to work, such as from http://cdnjs.com/libraries/jquery-cookie
The following code is bad:
$(this).parent.hid();
It should instead be something like this:
$(this).parent().hide();
Also, when the alert is closed, aren’t you supposed to update the cookie to say that it’s been closed?